R
Riccardo Rebonato
13 works on record
Works

The SABR/LIBOR market model
2009

Plight of the Fortune Tellers
2007

Modern pricing of interest-rate derivatives
2002

Volatility and Correlation
1999

Interest-rate option models
1996

Taking liberties

Volatility and correlation in the pricing of equity, FX, and interest-rate options

Portfolio Management Under Stress A Bayesiannet Approach To Coherent Asset Allocation

Bond Pricing and Yield Curve Modeling
Coherent stress testing
Coherent stress testing
Plight of the Fortune Tellers - Why We Need to Manage Financial Risk Differently
Plight of the Fortune Tellers - Why We Need to Manage Financial Risk Differently
Portfolio Management under Stress
Portfolio Management under Stress
How to Think about Climate Change
How to Think about Climate Change